NYMEX Light Sweet Crude Oil Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
97.96 |
97.38 |
-0.58 |
-0.6% |
104.93 |
| High |
98.12 |
97.39 |
-0.73 |
-0.7% |
106.43 |
| Low |
95.52 |
95.17 |
-0.35 |
-0.4% |
97.51 |
| Close |
97.01 |
96.81 |
-0.20 |
-0.2% |
98.49 |
| Range |
2.60 |
2.22 |
-0.38 |
-14.6% |
8.92 |
| ATR |
2.24 |
2.23 |
0.00 |
0.0% |
0.00 |
| Volume |
303,163 |
300,490 |
-2,673 |
-0.9% |
1,390,255 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.12 |
102.18 |
98.03 |
|
| R3 |
100.90 |
99.96 |
97.42 |
|
| R2 |
98.68 |
98.68 |
97.22 |
|
| R1 |
97.74 |
97.74 |
97.01 |
97.10 |
| PP |
96.46 |
96.46 |
96.46 |
96.14 |
| S1 |
95.52 |
95.52 |
96.61 |
94.88 |
| S2 |
94.24 |
94.24 |
96.40 |
|
| S3 |
92.02 |
93.30 |
96.20 |
|
| S4 |
89.80 |
91.08 |
95.59 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.57 |
121.95 |
103.40 |
|
| R3 |
118.65 |
113.03 |
100.94 |
|
| R2 |
109.73 |
109.73 |
100.13 |
|
| R1 |
104.11 |
104.11 |
99.31 |
102.46 |
| PP |
100.81 |
100.81 |
100.81 |
99.99 |
| S1 |
95.19 |
95.19 |
97.67 |
93.54 |
| S2 |
91.89 |
91.89 |
96.85 |
|
| S3 |
82.97 |
86.27 |
96.04 |
|
| S4 |
74.05 |
77.35 |
93.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.42 |
95.17 |
10.25 |
10.6% |
3.20 |
3.3% |
16% |
False |
True |
320,968 |
| 10 |
106.43 |
95.17 |
11.26 |
11.6% |
2.28 |
2.4% |
15% |
False |
True |
260,914 |
| 20 |
106.43 |
95.17 |
11.26 |
11.6% |
2.02 |
2.1% |
15% |
False |
True |
221,078 |
| 40 |
109.13 |
95.17 |
13.96 |
14.4% |
2.09 |
2.2% |
12% |
False |
True |
148,923 |
| 60 |
111.30 |
95.17 |
16.13 |
16.7% |
2.10 |
2.2% |
10% |
False |
True |
126,419 |
| 80 |
111.30 |
95.17 |
16.13 |
16.7% |
2.09 |
2.2% |
10% |
False |
True |
109,825 |
| 100 |
111.30 |
93.40 |
17.90 |
18.5% |
2.09 |
2.2% |
19% |
False |
False |
94,092 |
| 120 |
111.30 |
93.40 |
17.90 |
18.5% |
2.18 |
2.3% |
19% |
False |
False |
84,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.83 |
|
2.618 |
103.20 |
|
1.618 |
100.98 |
|
1.000 |
99.61 |
|
0.618 |
98.76 |
|
HIGH |
97.39 |
|
0.618 |
96.54 |
|
0.500 |
96.28 |
|
0.382 |
96.02 |
|
LOW |
95.17 |
|
0.618 |
93.80 |
|
1.000 |
92.95 |
|
1.618 |
91.58 |
|
2.618 |
89.36 |
|
4.250 |
85.74 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
96.63 |
96.78 |
| PP |
96.46 |
96.74 |
| S1 |
96.28 |
96.71 |
|